+83.3%
CIFR vs GEHC
-16.2%
+99.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -2.4% | -6.3% | -8.4% |
| 7D | +11.3% | -7.6% | +19.0% | +12.2% |
| 30D | +3.5% | -10.7% | +14.1% | +4.6% |
| 3M | -26.6% | -1.2% | -25.4% | -27.6% |
| 6M | +18.1% | -13.7% | +31.8% | +26.5% |
| YTD | +14.5% | -20.4% | +34.9% | +26.6% |
| 1Y | +83.3% | -17.0% | +100.3% | +90.1% |
| All | +83.3% | -16.2% | +99.5% | +90.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded GEHC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling